User profiles for J. A. Cerniglia

Joseph A. Cerniglia

Univeristy of Pennsylvania and Courant Institute of Mathematics at New York University
Verified email at sas.upenn.edu
Cited by 57

Selecting computational models for asset management: financial econometrics versus machine learning—is there a conflict?

JA Cerniglia, FJ Fabozzi - The Journal of Portfolio …, 2020 - jpm.pm-research.com
Successful forecasting requires integrating financial theory, market behavior, exploding
sources of data, and computational innovation. Building accurate computational models can be …

Best practices in research for quantitative equity strategies

JA Cerniglia, FJ Fabozzi… - Journal of Portfolio …, 2016 - search.proquest.com
The authors examine the research process and principles underlying successful models
used in quantitative equity strategies. They identify three key factors they see contributing to …

Retooling the health care workforce in the era of the affordable care act: An evaluation of an advanced certificate program in integrated primary and behavioral health …

…, MC Acri, PC Campanelli, JA Cerniglia… - Journal of Teaching …, 2018 - Taylor & Francis
The Affordable Care Act aims to increase affordable coverage, reduce overall costs, and
improve health outcomes. To achieve these aims, new knowledge and skills must be built within …

A Practitioner Perspective on Trading and the Implementation of Investment Strategies.

JA Cerniglia, FJ Fabozzi - Journal of Portfolio Management, 2022 - search.ebscohost.com
In this article, we discuss the fundamentals of the market structure and trading, along with
how these impact the execution of investment strategies. From a practitioner perspective, we …

Accelerating Learning in Active Management: The Alpha-Brier Process

JA Cerniglia, PE Tetlock - Journal of Portfolio Management, 2019 - search.proquest.com
Forecasting tournaments have shown it is possible to improve the accuracy of forecasts of
real-world events that sophisticated observers often supposed are too idiosyncratic to be …

The DIM MAK Response of Special Operations Forces to the World of 2025:" Zero Tolerance/Zero Error"

JA Cerniglia, DR Schattle, DB Carr, TL Dicks… - Air Force 2025, 1996 - apps.dtic.mil
Special operations missions are both enduring and compelling in nature. In the past,
special operations forces SOF led the way for conventional forces by applying cutting-edge …

[HTML][HTML] Meeting the challenges of healthcare reform: Preparing the workforce for transformational practice change

…, KH O'Brien, D Lebron, JA Cerniglia - Behavioral Health …, 2016 - behavioralhealthnews.org
There has been a tremendous amount of discussion associated with workforce retraining
since the passage of the Affordable Care Act (ACA). Since its inception, it has been clear that …

[PDF][PDF] Amelia Earhart in the Marianas: A Consideration of the Evidence

TF King, TA Roberts, JA Cerniglia - World War II History - guampedia.com
Ever since the 1937 disappearance of American aviation pioneers Amelia Earhart and Fred
Noonan–or at least since World War II, rumors have been rife about their appearance in …

First Come First Disserved

JA Cerniglia, J Livnat - Journal of Investment Management, 2008 - papers.ssrn.com
This study investigates whether stock market reactions to earnings information of firms that
release their earnings close to quarter-end (Early) are systematically different from their …

Factor‐Based Equity Portfolio Construction and Analysis

PN Kolm, JA Cerniglia… - Encyclopedia of Financial …, 2012 - Wiley Online Library
A factor is a common character among a group of assets. In the equities market, for example,
it could be a particular financial ratio such as the price‐earnings ratio or the book‐price ratio…